^XCI vs. VGT
Compare and contrast key facts about ARCA Computer Technology Index (^XCI) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XCI or VGT.
Key characteristics
| ^XCI | VGT | |
|---|---|---|
| YTD Return | 37.91% | 24.44% |
| 1Y Return | 52.46% | 41.59% |
| 3Y Return (Ann) | 20.56% | 13.48% |
| 5Y Return (Ann) | 29.34% | 23.71% |
| 10Y Return (Ann) | 23.30% | 21.75% |
| Sharpe Ratio | 2.34 | 1.96 |
| Sortino Ratio | 3.01 | 2.54 |
| Omega Ratio | 1.39 | 1.34 |
| Calmar Ratio | 3.10 | 2.69 |
| Martin Ratio | 10.49 | 9.58 |
| Ulcer Index | 4.88% | 4.28% |
| Daily Std Dev | 21.89% | 20.87% |
| Max Drawdown | -77.19% | -54.63% |
| Current Drawdown | -2.90% | -1.44% |
Correlation
The correlation between ^XCI and VGT is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^XCI vs. VGT - Performance Comparison
In the year-to-date period, ^XCI achieves a 37.91% return, which is significantly higher than VGT's 24.44% return. Over the past 10 years, ^XCI has outperformed VGT with an annualized return of 23.30%, while VGT has yielded a comparatively lower 21.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^XCI vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARCA Computer Technology Index (^XCI) and Vanguard Information Technology ETF (VGT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^XCI vs. VGT - Drawdown Comparison
The maximum ^XCI drawdown since its inception was -77.19%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ^XCI and VGT. For additional features, visit the drawdowns tool.
Volatility
^XCI vs. VGT - Volatility Comparison
ARCA Computer Technology Index (^XCI) and Vanguard Information Technology ETF (VGT) have volatilities of 5.23% and 5.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.